An option pricing model based on a renewable energy price index
Jian Xue, Jing Ding, Laijun Zhao, Di Zhu, Lei Li
Topics & Concepts
Renewable energyIndex (typography)EconomicsAutoregressive integrated moving averageEnvironmental economicsElectricityMicroeconomicsEconometricsComputer scienceEngineeringTime seriesElectrical engineeringWorld Wide WebMachine learningEnergy Load and Power ForecastingMarket Dynamics and VolatilityEnergy, Environment, and Transportation Policies